To start off, you will need rolling papers, which can be found almost anywhere. They're most likely advertised as tobacco rolling papers, but I think you get the point. If you're having trouble finding them, they can definitely be found at any head shop. You will also need something to use as a roach. To make a roach, get a moderately stiff piece of card and roll it so that it will fit in the end of a joint. It should be about 1 to 1.5 cm long. In most cases you can use the packet that your rolling papers came in to make the roach. The only other thing you need is your stash (mix in tobacco if you like).
Now, unlike with most other methods, you cannot simply use nugs for your joint. Your weed needs to be prepared, which means you need to remove stems and seeds, and grind your weed down so that it looks like the tobacco in a cigarette. This is crucial for the creation of a good joint.
Now comes the hard part. Lay down your paper flat on a table. If your papers come with a sticky edge, that edge should be facing upwards. Spread your weed evenly along the center of the paper. Put your roach on one end of the paper. Now, to start rolling. Gently lift the paper up, so that you're holding the paper with your fingers underneath and your thumbs on top. Fold over the non-sticky edge of the paper over your content, and your roach. Start shifting the paper and weed back and forth so that your weed starts packing together more tightly. When you're satisfied with the tightness of your weed and it is spread (more or less) evenly along the joint, start rolling around the sticky-end of your paper. Lick the sticky tab and fold it over.
Don't get frustrated easily. This takes alot of practice and hard work to master. If this is way out of your league, and you're not the patient type, perhaps you should try the next method of rolling a joint.
This is the absolute easiest way of rolling a joint in my opinion, but it's a very amateur method. Get a regular piece of white, blank computer paper and roll it into a giant cone. You want it to be a blown-up version of the joint you're about to make.
Take your rolling paper and roll it around the small end of the cone, so that it is about half an inch above the bottom, and seal it. Now gently slide your shell off of the computer paper. If you choose to use a roach for this joint, you will need to slide it in and firmly fit it into the small opening on your joint. Now, place the bottom of your joint against a hard flat surface, and start putting your weed in through the top. Don't push too hard, but your weed has to be moderately compressed for this method to work.
After all your weed is in, or your joint is full, seal off the end and you're all ready.
If that doesn't work for you, try using a pen or pencil instead of the piece of paper. This won't give you the cone shape, but it's the same idea.
That was my effort of explaining how to roll a joint. If you still can't pull either of these off, you're better off sticking to a pipe or bong, which are both much easier and less time-consuming.